The burgeoning interest in the field of epigenetics has precipitated the need to develop approaches to strengthen causal inference when considering the role of epigenetic mediators of environmental exposures on disease risk. Epigenetic markers, like any other molecular biomarker, are vulnerable to confounding and reverse causation. Here, we present a strategy, based on the well-established framework of Mendelian randomization, to interrogate the causal relationships between exposure, DNA methylation and outcome. The two-step approach first uses a genetic proxy for the exposure of interest to assess the causal relationship between exposure and methylation. A second step then utilizes a genetic proxy for DNA methylation to interrogate the causal relationship between DNA methylation and outcome. The rationale, origins, methodology, advantages and limitations of this novel strategy are presented.